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A Higher-Order Finite Difference Scheme for Singularly Perturbed Parabolic Problem

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In this paper, we deal with a singularly perturbed parabolic convection-diffusion problem. Shishkin mesh and a hybrid third-order finite difference scheme are adopted for the spatial discretization. Uniform mesh and… Click to show full abstract

In this paper, we deal with a singularly perturbed parabolic convection-diffusion problem. Shishkin mesh and a hybrid third-order finite difference scheme are adopted for the spatial discretization. Uniform mesh and the backward Euler scheme are used for the temporal discretization. Furthermore, a preconditioning approach is also used to ensure uniform convergence. Numerical experiments show that the method is first-order accuracy in time and almost third-order accuracy in space.

Keywords: singularly perturbed; order; perturbed parabolic; scheme; finite difference; order finite

Journal Title: Mathematical Problems in Engineering
Year Published: 2021

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